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subject:"United Kingdom"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~person:"Jenkins, Stephen"
~subject:"Cointegration"
~subject:"Estimation"
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United Kingdom
Cointegration
Estimation
Schätzung
564
USA
136
United States
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Volatility
114
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114
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92
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Belke, Ansgar
Gupta, Rangan
Jenkins, Stephen
Caporale, Guglielmo Maria
371
Wagner, Joachim
272
Gil-Alaña, Luis A.
265
Schneider, Friedrich
195
Pesaran, M. Hashem
182
Heckman, James J.
177
Bahmani-Oskooee, Mohsen
162
McAleer, Michael
158
Schnabel, Claus
147
Buch, Claudia M.
144
Woessmann, Ludger
139
Addison, John T.
137
Narayan, Paresh Kumar
135
Riphahn, Regina T.
127
Cheung, Yin-Wong
121
Fitzenberger, Bernd
120
Herwartz, Helmut
118
Bauer, Thomas K.
117
Pierdzioch, Christian
116
Görg, Holger
115
Nunnenkamp, Peter
115
Egger, Peter
114
Blundell, Richard W.
113
Lechner, Michael
113
Berg, Gerard J. van den
108
Dreger, Christian
108
Van Reenen, John
108
Dreher, Axel
104
Fritsch, Michael
104
Chinn, Menzie David
102
Rycx, François
102
Winter-Ebmer, Rudolf
101
Ours, Jan C. van
100
Chang, Tsangyao
99
Puhani, Patrick A.
97
Czarnitzki, Dirk
95
Hayo, Bernd
95
Marcellino, Massimiliano
95
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Department of Economics working paper series
39
Ruhr economic papers
32
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30
ROME discussion paper series
27
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24
The North American journal of economics and finance : a journal of financial economics studies
15
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15
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13
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11
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11
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
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7
Empirica : journal of european economics
7
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6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
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5
GLO discussion paper
5
Energy economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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3
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3
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ECONIS (ZBW)
564
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
3
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
4
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
5
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
6
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
7
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
8
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
9
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
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